PureBytes Links
Trading Reference Links
|
Raf <ferrue@xxxxxxxxxx> writes:
>Do you know how to calculate the lag value for a Gaussian filter ?
You can always use the good old brute force method:
test its impulse response. Make an ascii data file with a series
of, say, zero, then a single 1.0, then another series of zeros.
Look at the resulting output of your filter. Also interesting
is the step response: a set of zeros changing to a set of ones.
These tests can tell you more than you ever thought possible about
"filters" you thought were doing some kind of magic.
Jim
|